+51.7%
SM vs EFV
+11.9%
+39.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.7% |
| 7D | +0.1% | +1.5% | -1.4% | +2.5% |
| 30D | +26.3% | +1.7% | +24.6% | +30.1% |
| 3M | +8.7% | +8.6% | 0.0% | +24.2% |
| 6M | +51.7% | +11.7% | +40.0% | +86.8% |
| All | +51.7% | +11.9% | +39.8% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded EFV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling